+118.9%
CBNA vs SPY
+36.6%
+82.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | +2.6% | +0.5% | +2.0% | +2.3% |
| 30D | -0.5% | -0.9% | +0.4% | -0.2% |
| 3M | +27.0% | +3.9% | +23.1% | +25.1% |
| 6M | +33.4% | +14.5% | +18.9% | +26.6% |
| YTD | +34.0% | +12.9% | +21.1% | +27.9% |
| 1Y | +49.2% | +19.4% | +29.8% | +39.2% |
| All | +118.9% | +36.6% | +82.3% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling